Note that Data Factory has introduced a new linked service type, “AzureBlobStorage,” which supports these new features. If you're running with the “AzureStorage” type linked service, it will still be supported as is. To use the new authentication types or to develop new workloads, please create a linked service with the new type. The Data Factory authoring UI starts to generate the “AzureBlobStorage” type for new creations.

For hybrid operations using self-hosted integration runtime, this feature is supported since version 3.9 (July release).